S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:17.98% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 17.53 | |
| 0.0443 | 21.15 | |
| 0.9456 | 423.09 |
Estimation Period:
Jan 8, 1993 to Oct 10, 2025
Jan 8, 1993 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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